Transaction Size Limits (TSL) Enhancements
With T7 Release 10.1, Eurex significantly changes the Transaction Size Limits (TSL) functionality. The maintenance of TSLs will be updated and Clearing Members will be given the ability to define TSLs for their clients (T7 Trading Participants).
Simulation start: 02 May 2022
Production start: in Q3 2022
Supporting Documentation
- User_Group_Assignment_Template.txt
Publication date: 25 July 2022 - Transaction Size Limits (TSL) "How to" Guided
Publication date: 22 July 2022 - Transaction Size Limits (TSL) Product Groups
Publication date: 8 July 2022 - T7 Release 10.1 - Final Functional Technical Release Notes Eurex v.1.4
Publication date: 5 July 2022.
Please note: as of 4 July 2022, the maximum number of TSL User Groups is increased from 5 to 10. The ETSL Multiplier E defined by Eurex is increased from 100 to 200. - Transaction Size Limits (TSL) Enhancements - Q&A
Publication date: 30 Jun 2022 - Focus Call Presentation - May 2022
Publication date: 11 May 2022 - ETSL_Template.txt
Publication date: 08 Jul 2022 - STSL_CM_Template.txt
Publication date: 11 May 2022 - STSL_TP_Template.txt
Publication date: 11 May 2022 - TSL_User_Group_Template.txt
Publication date: 11 May 2022 - Transaction Size Limits (TSL) Enhancements - Introduction of Clearer TSLs
Publication date: 25 Apr 2022 - Transaction Size Limits (TSL) Enhancements - Checklist TSL
Publication date: 25 Feb 2022
Circulars
Newsflashes
- Eurex Exchange Readiness Newsflash | Transaction Size Limits (TSL) – Updates regarding TSL in T7 Production
- Eurex Clearing Readiness Newsflash | Transaction Size Limits (TSL) – Switch over of TSL in T7 Production
- Eurex Clearing Readiness Newsflash | Transaction Size Limits (TSL) impact on Clearing Members
Readiness Videos
Participants Requirements
Feature/Enhancement | Details | Action Item |
Different stakeholders can configure TSLs | Trading Participants can amend TSL of their own trading activity via T7 Admin GUI. Clearing Members can cover the trading activity of their clients via T7 Clearer GUI. Eurex is able to cover all trading activity. | If deemed as appropriate, Trading and Clearing Participants need to perform TSL entries. |
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